Update to GCT script library (#496)

* * Adds script link to GCT logger package
* Adds ability to save data as csv via script

* addr nits

* go mod tidy

* add glorious suggestion

* rm unused function

* fix linter issues

* clean up some issues

* Add in configuration fields to object for reflection to the csv file

* RM line :D

* address nits

* update to check for target already being set and add more test coverage

* force usage of .csv file extention && append date to client filename as to not overwrite file if collision occurs

* fix whoopsie

* linter issues

* purge getter methods

* Added glorious suggestion

* go mod tidy after merge

* niterinos

gctscript/modules/ta/indicators/atr.go

@@ -17,12 +17,25 @@ var AtrModule = map[string]objects.Object{
 	"calculate": &objects.UserFunction{Name: "calculate", Value: atr},
 }
 
+// AverageTrueRange is the string constant
+const AverageTrueRange = "Average True Range"
+
+// ATR defines a custom Average True Range indicator tengo object
+type ATR struct {
+	objects.Array
+	Period int
+}
+
+// TypeName returns the name of the custom type.
+func (o *ATR) TypeName() string {
+	return AverageTrueRange
+}
+
 func atr(args ...objects.Object) (objects.Object, error) {
 	if len(args) != 2 {
 		return nil, objects.ErrWrongNumArguments
 	}
-
-	r := &objects.Array{}
+	r := new(ATR)
 	if validator.IsTestExecution.Load() == true {
 		return r, nil
 	}
@@ -71,6 +84,7 @@ func atr(args ...objects.Object) (objects.Object, error) {
 		return nil, errors.New(strings.Join(allErrors, ", "))
 	}
 
+	r.Period = inTimePeriod
 	ret := indicators.ATR(ohlcvData[2], ohlcvData[3], ohlcvData[4], inTimePeriod)
 	for x := range ret {
 		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})

gctscript/modules/ta/indicators/bbands.go

@@ -17,14 +17,30 @@ var BBandsModule = map[string]objects.Object{
 	"calculate": &objects.UserFunction{Name: "calculate", Value: bbands},
 }
 
+// BollingerBands is the string constant
+const BollingerBands = "Bollinger Bands"
+
+// BBands defines a custom Bollinger Bands indicator tengo object
+type BBands struct {
+	objects.Array
+	Period               int
+	STDDevUp, STDDevDown float64
+	MAType               indicators.MaType
+}
+
+// TypeName returns the name of the custom type.
+func (o *BBands) TypeName() string {
+	return BollingerBands
+}
+
 func bbands(args ...objects.Object) (objects.Object, error) {
 	if len(args) != 6 {
 		return nil, objects.ErrWrongNumArguments
 	}
 
-	var ret objects.Array
+	r := new(BBands)
 	if validator.IsTestExecution.Load() == true {
-		return &ret, nil
+		return r, nil
 	}
 
 	ohlcIndicatorType, ok := objects.ToString(args[0])
@@ -101,6 +117,11 @@ func bbands(args ...objects.Object) (objects.Object, error) {
 		return nil, err
 	}
 
+	r.Period = inTimePeriod
+	r.STDDevDown = inNbDevDn
+	r.STDDevUp = inNbDevUp
+	r.MAType = MAType
+
 	retUpper, retMiddle, retLower := indicators.BBANDS(ohlcvData[selector], inTimePeriod, inNbDevDn, inNbDevDn, MAType)
 	for x := range retMiddle {
 		temp := &objects.Array{}
@@ -111,8 +132,8 @@ func bbands(args ...objects.Object) (objects.Object, error) {
 		if retLower != nil {
 			temp.Value = append(temp.Value, &objects.Float{Value: math.Round(retLower[x]*100) / 100})
 		}
-		ret.Value = append(ret.Value, temp)
+		r.Value = append(r.Value, temp)
 	}
 
-	return &ret, nil
+	return r, nil
 }

gctscript/modules/ta/indicators/ema.go

@@ -17,12 +17,26 @@ var EMAModule = map[string]objects.Object{
 	"calculate": &objects.UserFunction{Name: "calculate", Value: ema},
 }
 
+// ExponentialMovingAverage is the string constant
+const ExponentialMovingAverage = "Exponential Moving Average"
+
+// EMA defines a custom Exponential Moving Average indicator tengo object
+type EMA struct {
+	objects.Array
+	Period int
+}
+
+// TypeName returns the name of the custom type.
+func (o *EMA) TypeName() string {
+	return ExponentialMovingAverage
+}
+
 func ema(args ...objects.Object) (objects.Object, error) {
 	if len(args) != 2 {
 		return nil, objects.ErrWrongNumArguments
 	}
 
-	r := &objects.Array{}
+	r := new(EMA)
 	if validator.IsTestExecution.Load() == true {
 		return r, nil
 	}
@@ -54,6 +68,8 @@ func ema(args ...objects.Object) (objects.Object, error) {
 		return nil, errors.New(strings.Join(allErrors, ", "))
 	}
 
+	r.Period = inTimePeriod
+
 	ret := indicators.EMA(ohlcvClose, inTimePeriod)
 	for x := range ret {
 		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})

gctscript/modules/ta/indicators/macd.go

@@ -17,12 +17,27 @@ var MACDModule = map[string]objects.Object{
 	"calculate": &objects.UserFunction{Name: "calculate", Value: macd},
 }
 
+// MovingAverageConvergenceDivergence is the string constant
+const MovingAverageConvergenceDivergence = "Moving Average Convergence Divergence"
+
+// MACD defines a custom Moving Average Convergence Divergence tengo indicator
+// object type
+type MACD struct {
+	objects.Array
+	Period, PeriodSlow, PeriodFast int
+}
+
+// TypeName returns the name of the custom type.
+func (o *MACD) TypeName() string {
+	return MovingAverageConvergenceDivergence
+}
+
 func macd(args ...objects.Object) (objects.Object, error) {
 	if len(args) != 4 {
 		return nil, objects.ErrWrongNumArguments
 	}
 
-	r := &objects.Array{}
+	r := new(MACD)
 	if validator.IsTestExecution.Load() == true {
 		return r, nil
 	}
@@ -63,6 +78,10 @@ func macd(args ...objects.Object) (objects.Object, error) {
 		return nil, errors.New(strings.Join(allErrors, ", "))
 	}
 
+	r.Period = inTimePeriod
+	r.PeriodFast = inFastPeriod
+	r.PeriodSlow = inSlowPeriod
+
 	macd, macdSignal, macdHist := indicators.MACD(ohlcvClose, inFastPeriod, inSlowPeriod, inTimePeriod)
 	for x := range macdHist {
 		tempMACD := &objects.Array{}

gctscript/modules/ta/indicators/mfi.go

@@ -17,12 +17,26 @@ var MfiModule = map[string]objects.Object{
 	"calculate": &objects.UserFunction{Name: "calculate", Value: mfi},
 }
 
+// MoneyFlowIndex is the string constant
+const MoneyFlowIndex = "Money Flow Index"
+
+// MFI defines a custom Money Flow Index tengo indicator object type
+type MFI struct {
+	objects.Array
+	Period int
+}
+
+// TypeName returns the name of the custom type.
+func (o *MFI) TypeName() string {
+	return MoneyFlowIndex
+}
+
 func mfi(args ...objects.Object) (objects.Object, error) {
 	if len(args) != 2 {
 		return nil, objects.ErrWrongNumArguments
 	}
 
-	r := &objects.Array{}
+	r := new(MFI)
 	if validator.IsTestExecution.Load() == true {
 		return r, nil
 	}
@@ -69,6 +83,8 @@ func mfi(args ...objects.Object) (objects.Object, error) {
 		return nil, fmt.Errorf(modules.ErrParameterConvertFailed, inTimePeriod)
 	}
 
+	r.Period = inTimePeriod
+
 	ret := indicators.MFI(ohlcvData[2], ohlcvData[3], ohlcvData[4], ohlcvData[5], inTimePeriod)
 	for x := range ret {
 		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})

gctscript/modules/ta/indicators/obv.go

@@ -17,12 +17,25 @@ var ObvModule = map[string]objects.Object{
 	"calculate": &objects.UserFunction{Name: "calculate", Value: obv},
 }
 
+// OnBalanceVolume is the string constant
+const OnBalanceVolume = "On Balance Volume"
+
+// OBV defines a custom On Balance Volume tengo indicator object type
+type OBV struct {
+	objects.Array
+}
+
+// TypeName returns the name of the custom type.
+func (o *OBV) TypeName() string {
+	return OnBalanceVolume
+}
+
 func obv(args ...objects.Object) (objects.Object, error) {
 	if len(args) != 1 {
 		return nil, objects.ErrWrongNumArguments
 	}
 
-	r := &objects.Array{}
+	r := new(OBV)
 	if validator.IsTestExecution.Load() == true {
 		return r, nil
 	}

gctscript/modules/ta/indicators/rsi.go

@@ -17,12 +17,26 @@ var RsiModule = map[string]objects.Object{
 	"calculate": &objects.UserFunction{Name: "calculate", Value: rsi},
 }
 
+// RelativeStrengthIndex is the string constant
+const RelativeStrengthIndex = "Relative Strength Index"
+
+// RSI defines a custom Relative Strength Index indicator tengo object type
+type RSI struct {
+	objects.Array
+	Period int
+}
+
+// TypeName returns the name of the custom type.
+func (o *RSI) TypeName() string {
+	return RelativeStrengthIndex
+}
+
 func rsi(args ...objects.Object) (objects.Object, error) {
 	if len(args) != 2 {
 		return nil, objects.ErrWrongNumArguments
 	}
 
-	r := &objects.Array{}
+	r := new(RSI)
 	if validator.IsTestExecution.Load() == true {
 		return r, nil
 	}
@@ -54,6 +68,7 @@ func rsi(args ...objects.Object) (objects.Object, error) {
 		return nil, errors.New(strings.Join(allErrors, ", "))
 	}
 
+	r.Period = inTimePeriod
 	ret := indicators.RSI(ohlcvClose, inTimePeriod)
 	for x := range ret {
 		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})

gctscript/modules/ta/indicators/sma.go

@@ -17,12 +17,26 @@ var SMAModule = map[string]objects.Object{
 	"calculate": &objects.UserFunction{Name: "calculate", Value: sma},
 }
 
+// SimpleMovingAverage is the string constant
+const SimpleMovingAverage = "Simple Moving Average"
+
+// SMA defines a custom Simple Moving Average indicator tengo object type
+type SMA struct {
+	objects.Array
+	Period int
+}
+
+// TypeName returns the name of the custom type.
+func (o *SMA) TypeName() string {
+	return SimpleMovingAverage
+}
+
 func sma(args ...objects.Object) (objects.Object, error) {
 	if len(args) != 2 {
 		return nil, objects.ErrWrongNumArguments
 	}
 
-	r := &objects.Array{}
+	r := new(SMA)
 	if validator.IsTestExecution.Load() == true {
 		return r, nil
 	}
@@ -52,6 +66,7 @@ func sma(args ...objects.Object) (objects.Object, error) {
 	if len(allErrors) > 0 {
 		return nil, errors.New(strings.Join(allErrors, ", "))
 	}
+	r.Period = inTimePeriod
 	ret := indicators.SMA(ohlcvClose, inTimePeriod)
 	for x := range ret {
 		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})